CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 1.1380 1.1357 -0.0023 -0.2% 1.1350
High 1.1380 1.1360 -0.0020 -0.2% 1.1560
Low 1.1310 1.1311 0.0001 0.0% 1.1338
Close 1.1372 1.1349 -0.0023 -0.2% 1.1354
Range 0.0070 0.0049 -0.0021 -30.0% 0.0222
ATR 0.0116 0.0112 -0.0004 -3.4% 0.0000
Volume 72 43 -29 -40.3% 514
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1487 1.1467 1.1376
R3 1.1438 1.1418 1.1362
R2 1.1389 1.1389 1.1358
R1 1.1369 1.1369 1.1353 1.1355
PP 1.1340 1.1340 1.1340 1.1333
S1 1.1320 1.1320 1.1345 1.1306
S2 1.1291 1.1291 1.1340
S3 1.1242 1.1271 1.1336
S4 1.1193 1.1222 1.1322
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.2083 1.1941 1.1476
R3 1.1861 1.1719 1.1415
R2 1.1639 1.1639 1.1395
R1 1.1497 1.1497 1.1374 1.1568
PP 1.1417 1.1417 1.1417 1.1453
S1 1.1275 1.1275 1.1334 1.1346
S2 1.1195 1.1195 1.1313
S3 1.0973 1.1053 1.1293
S4 1.0751 1.0831 1.1232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1520 1.1310 0.0210 1.9% 0.0109 1.0% 19% False False 103
10 1.1560 1.1290 0.0270 2.4% 0.0101 0.9% 22% False False 126
20 1.1877 1.1135 0.0742 6.5% 0.0121 1.1% 29% False False 122
40 1.2564 1.1135 0.1429 12.6% 0.0088 0.8% 15% False False 82
60 1.2610 1.1135 0.1475 13.0% 0.0071 0.6% 15% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1568
2.618 1.1488
1.618 1.1439
1.000 1.1409
0.618 1.1390
HIGH 1.1360
0.618 1.1341
0.500 1.1336
0.382 1.1330
LOW 1.1311
0.618 1.1281
1.000 1.1262
1.618 1.1232
2.618 1.1183
4.250 1.1103
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 1.1345 1.1407
PP 1.1340 1.1387
S1 1.1336 1.1368

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These figures are updated between 7pm and 10pm EST after a trading day.

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